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Course prerequisites: ST302, and MA305 or MA405 Required text (MS): William Mendenhall III and Terry Sincich (2003). A Second Course in Statistics: Regression Analysis, 6th Edition. Pearson Education, Inc. Optional solutions manual: William Mendenhall III and Terry Sincich (2003). Student Solutions Manual, 6th Edition. Pearson Education, Inc. This contains worked solutions to the odd-numbered problems in MS. Homework: Homework will normally be assigned at the end of class each Wednesday and will be due at the beginning of class the following Monday. Homework will be posted on the homework page. Unexcused late homework will not be accepted. The TA will grade the even-numbered problems and assign a score for each homework set. The final homework average will be computed after dropping the lowest grade. It is important to check the homework page often since it is updated regularly. Examinations: Examinations will be closed book and closed notes. However students will be permitted to bring one 8½ by 11 inch sheet of notes (both sides, any content) to each of the exams. The final exam will be cumulative. Bring calculators to all exams. Fall 2003 exams: [ (first midterm, output), second midterm] Exam schedule (subject to revision):
SAS Software:
As a registered student at NCSU, you are
eligible to obtain SAS software at no cost for installation on a campus
computer, on your laptop or on your personal computer. SAS 8.2 and 9.1
are available for the Windows and Linux operating systems, and SAS 6.12
is available for the Macintosh. For more information and a registration
form see SAS@NCSU.
Computer Labs: You may use your Unity account to access computer located in university computer laboratories. Information is available about the SICL Computer Lab (located in G100 Harrelson and may be used when not being used by a class), PAMS Computer Labs, and Unity Computer Labs. Asking questions: If you have questions about lectures, homework assignments, exams, procedures or any other aspect of the course please log onto http://courses.ncsu.edu/ , follow the links to "ST" and "ST430" and click on "Message Board". Then click on "Post New Topic", enter your question in the Message box, and click on "Submit Message". I will return a response. Everyone in the class will be able see your question and my response. Anonymous mail: If you wish to send an anonymous suggestion or reminder to me, send email to st430-001-comments@wolfware.ncsu.edu. The system will remove mail headers, but you must remember to removes your signature or other identifying information. Grading System (subject to revision): Final grade will be based on: Final Semester Score = (HW + M1 + M2 + 2×F)/5 where HW is the homework average (out of 100) after dropping the two lowest scores and M1, M2 and F are the scores (out of 100) on the two midterm exams and the final exam. Grades will be assigned on the ± scale according this grade scale. Auditing: Auditors are expected to attend class regularly and submit homework on the same schedule as the other students. The final grade for auditors (AU or NR) will be based on their final homework average. Policy on Academic Integrity: The University policy on academic integrity is spelled out in Appendix L of the NCSU Code of Student Conduct. For a more though elaboration see the NCSU Office of Student Conduct website. For this course group work on homework is encouraged. However copying someone else's work and calling them your own is plagiarism, so the work you turn in should be your own. Students with Disabilities: Reasonable accommodations will be made for students with verifiable disabilities. In order to take advantage of available accommodations, students must register with Disability Services for Students (DSS), 1900 Student Health Center, CB# 7509, 515-7653. Please note: Information provided on this webpage is subject to change. Reference material: Terry E. Dielman (2005). Applied Regression Analysis: A Second Course in Business and Economic Statistics. Brooks/Cole. Keith Muller, Bethel Fetterman (2003). Regression and ANOVA: An Integrated Approach Using SAS Software. John Wiley & Sons, Inc. [Matrix approach]. Douglas Montgomery, Roxanne Peck and Geoff Vining (2001). Introduction to Linear Regression Analysis, 3rd Edition. John Wiley & Sons. Terry Dielman (2000). Applied Regression Analysis for Business and Economics, 3rd Edition. Duxbury Press. Raymond Myers (2000). Classical and Modern Regression with Applications, 2nd Edition. Brooks Cole. Samprit Chatterjee, Ali Hadi, and Bertram Price (2000). Regression Analysis by Example, 3rd Edition. John Wiley & Sons. Dennis Cook and Stanford Weisberg (1999). Applied Regression Including Computing and Graphics. Wiley-Interscience. Norman Draper and Harry Smith (1998). Applied Regression Analysis, 3rd edition. Wiley-Interscience. David Kleinbaum, Larry Kupper, Keith Muller, & Azhar Nizam (1997). Applied Regression Analysis and Other Multivariable Methods, 3rd Edition. Brooks Cole. Thomas Ryan (1996). Modern Regression Methods. Wiley-Interscience.
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Topic Coverage Course objectives: The objective of course ST430 Introduction to Regression Analysis is to present regression analysis as a data analytic tool. Students will learn to develop models, fit them using SAS, assess the quality of the fit and draw conclusions based on the results of statistical analyses of the data. The course will present regression methodology as a logical extention of more standard methods such t-testing and ANOVA. Students will become acquainted with a variety of standard regression models, including important special cases such as polynomial models in one or more independent variables, models with one or more qualitative independent variables, and segmented models. Strategies for model building, variable selection, and variable transformation will be presented. Issues relating to lack of fit of the model, violation of assumptions, and computational problems will be discussed along with methods for diagnosing and remedying such problems. Time permitting, topics in logistic regression, nonlinear regression and forecasting will be discussed. Students will gain considerable experience working with data. Data from examples and problems in the text are provided on a CD. Students will use SAS to do projects and most homework assignments. Students taking the course will have completed two semesters of basic statistical methodology (ST301-2) and taken a course in matrix or linear algebra (MA 305 of MA 405). A related course, ST708 Applied Least Squares, presents similar material at a more advanced level. |